CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 0.8878 0.8911 0.0033 0.4% 0.8894
High 0.8913 0.8956 0.0043 0.5% 0.8965
Low 0.8838 0.8857 0.0019 0.2% 0.8703
Close 0.8908 0.8938 0.0030 0.3% 0.8870
Range 0.0075 0.0099 0.0024 32.0% 0.0262
ATR 0.0109 0.0108 -0.0001 -0.6% 0.0000
Volume 900 748 -152 -16.9% 6,338
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9214 0.9175 0.8992
R3 0.9115 0.9076 0.8965
R2 0.9016 0.9016 0.8956
R1 0.8977 0.8977 0.8947 0.8997
PP 0.8917 0.8917 0.8917 0.8927
S1 0.8878 0.8878 0.8929 0.8898
S2 0.8818 0.8818 0.8920
S3 0.8719 0.8779 0.8911
S4 0.8620 0.8680 0.8884
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9632 0.9513 0.9014
R3 0.9370 0.9251 0.8942
R2 0.9108 0.9108 0.8918
R1 0.8989 0.8989 0.8894 0.8918
PP 0.8846 0.8846 0.8846 0.8810
S1 0.8727 0.8727 0.8846 0.8656
S2 0.8584 0.8584 0.8822
S3 0.8322 0.8465 0.8798
S4 0.8060 0.8203 0.8726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8956 0.8703 0.0253 2.8% 0.0104 1.2% 93% True False 1,403
10 0.8965 0.8703 0.0262 2.9% 0.0102 1.1% 90% False False 970
20 0.8965 0.8474 0.0491 5.5% 0.0112 1.3% 95% False False 813
40 0.9161 0.8474 0.0687 7.7% 0.0100 1.1% 68% False False 586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9377
2.618 0.9215
1.618 0.9116
1.000 0.9055
0.618 0.9017
HIGH 0.8956
0.618 0.8918
0.500 0.8907
0.382 0.8895
LOW 0.8857
0.618 0.8796
1.000 0.8758
1.618 0.8697
2.618 0.8598
4.250 0.8436
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 0.8928 0.8912
PP 0.8917 0.8886
S1 0.8907 0.8861

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These figures are updated between 7pm and 10pm EST after a trading day.

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